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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1272	8.62***
α ARCH Response to squared shocks	0.1982	34.80***
β GARCH Volatility persistence	0.7727	203.60***

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State Street SPDR S&P Semiconductor ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Semiconductor ETF Analyses